tse: TSE

In benSepanski/PortfolioSelection: Test and develop portfolio selection algorithms

Description

Toronto Stock Exchange prices from 1994 to 1998. Downloaded by Ben Sepanski

Usage

tse

Format

A data frame with 1258 rows and 88 variables. Each entry is a price relative: if a stock has price p_t at trading period t, it has price relative \frac{p_t}{p_{t-1}} at trading period t. Each variable name is one of the following stocks:

• WESTCOAST

• SEAGRAM

• TVX GOLD

• TRANSCANADA

• THOMSON

• TALISMAN

• TRILON

• TECK CORP. CL

• TORONTO-DOMINION BANK

• TRANSALTA

• TELUS CORPORATION

• SUNCOR ENERGY

• SOUTHAM

• STELCO INC.

• SHELL CANADA LTD. CL 'A'

• SLOCAN FOREST

• ROYAL BANK OF CANADA

• REPAP

• RIO ALGOM

• RANGER OIL

• RENAISSANCE

• ROGERS COMMUNICATIONS

• QLT

• PURE GOLD

• POWER

• POTASH CORPORATION OF SASKATCHEWAN INC.

• POCO PETROLEUMS LTD.

• PLACER DOME

• PETRO-CANADA

• NORTHERN TELECOM LTD.

• NOVA SCOTIA

• NEWBRIDGE

• NOVA

• NATIONAL BANK

• INCO LIMITED

• METHANEX

• MOLSON

• MITEL

• MERRILL LYNCH

• MAGNA

• MOORE

• MACMILLAN

• MIRAMAR MINING

• LOEWEN GROUP

• KINROSS GOLD

• IMASCO LIMITED

• IMPERIAL OIL

• INVESTORS

• INTERNATIONAL

• HUDSON'S BAY COMPANY

• GENTRA

• GULF CANADA

• FRANCO-NEVADA

• FLETCHER

• FIRST AUSTRALIA PRIME INCOME INV. CO. LTD.

• EXTENDICARE

• EURO-NEVADA

• CANADIAN 88 ENERGY CORP.

• ECHO BAY MINES

• DOMTAR INC.

• DOFASCO INC.

• DUNDEE BANCORP

• CANADIAN

• CANADIAN

• CANADIAN TIRE

• CANADIAN

• CANADIAN

• COMINCO LTD.

• CAMBIOR INC.

• CAE INC.

• BREAKWATER

• BANK OF NOVA SCOTIA

• BANK OF MONTREAL

• BEMA GOLD

• BCE MOBILE

• BC TELECOM

• B.C. GAS INC.

• BCE INC.

• COTT

• BOMBARDIER

• ANDERSON

• AUR RESOURCES

• ALCAN

• AGNICO-EAGLE

• ALBERTA ENERGY

• AIR CANADA

• ABER RESOURCES

• BARRICK GOLD

Details

Market:

Toronto Stock Exchange

Number of stocks

88

Number of days

1258

Number of years

5

Period

Jan 4, 1994 to Dec 31, 1998

Other Info

contains all TSE stocks that were traded on each of the 1258 trading days in this period.

Source

http://www.cs.technion.ac.il/~rani/portfolios/portfolios.htm

benSepanski/PortfolioSelection documentation built on March 20, 2020, 9:46 p.m.